| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1119074.4857 | 93337.566 | -1212412.0516 | 11532060.4993 | -35728881.2276 | 47260941.7269 |
| Total P&L (%) | -1119.0745 | 93.3376 | -1212.4121 | 11532.0605 | -35728.8812 | 47260.9417 |
| Avg Daily Profit (%) | -0.5945 | 0.0496 | -0.6441 | 0.253 | 0 | 0.3278 |
| Buy And Hold Return (%) | 456.535 | 456.535 | 456.535 | 456.535 | 456.535 | 456.535 |
| Max Trade Drawdown | -1321205 | -112183 | -1356225 | -51490998 | -54399852 | -3917351 |
| Profit Factor | 0.2987 | 1.5837 | 0.1556 | 1.1615 | 0.4322 | 6.5747 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 55 | 27 | 28 | 53 | 25 | 28 |
| Losing Trades | 9 | 5 | 4 | 11 | 7 | 4 |
| Profitability (%) | 85.9375 | 84.375 | 87.5 | 82.8125 | 78.125 | 87.5 |
| Ratio Avg Win / Avg Loss | 0.0489 | 0.2933 | 0.0222 | 0.2411 | 0.121 | 0.9392 |
| Largest Winning Trade | 39134 | 39134 | 33776 | 32854009 | 9295333 | 32854009 |
| Largest Losing Trade | -751708 | -82432 | -751708 | -47634809 | -47634809 | -2717677 |
| Avg Bars in Trades | 113 | 129 | 98 | 113 | 129 | 98 |
| Avg Bars in Winners | 40 | 41 | 39 | 53 | 36 | 68 |
| Avg Bars in Losers | 561 | 607 | 505 | 405 | 461 | 307 |
| Bars Traded | 7279 | 4142 | 3137 | 7279 | 4142 | 3137 |
| Profit Streak | 90.1344 | 90.1344 | 248.6344 | 90.1344 | 90.1344 | 248.6344 |
| Trades During Streak | 13 | 6 | 9 | 13 | 6 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -718131 | -286545 | -574700 | -173702 | -575675 | 754483 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7529,
"evaluation_days": 1882.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760022813053,
"expiration_time": 1764889992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 5,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 236,
"offset": 0,
"a": 0.22727
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
-1119074.485672622,
93337.5659753232,
-1212412.0516479448,
11532060.499333918,
-35728881.22758883,
47260941.72692275
],
[
-1119.074486,
93.337566,
-1212.412052,
11532.060499,
-35728.881228,
47260.941727
],
[
-0.594541,
0.049588,
-0.644129,
0.253014,
0,
0.327824
],
[
456.535038,
456.535038,
456.535038,
456.535038,
456.535038,
456.535038
],
[
-1321205,
-112183,
-1356225,
-51490998,
-54399852,
-3917351
],
[
0.298705,
1.583653,
0.155588,
1.161507,
0.4322,
6.574659
],
[
64,
32,
32,
64,
32,
32
],
[
55,
27,
28,
53,
25,
28
],
[
9,
5,
4,
11,
7,
4
],
[
85.9375,
84.375,
87.5,
82.8125,
78.125,
87.5
],
[
0.048879,
0.293269,
0.022227,
0.241067,
0.121016,
0.939237
],
[
39134,
39134,
33776,
32854009,
9295333,
32854009
],
[
-751708,
-82432,
-751708,
-47634809,
-47634809,
-2717677
],
[
113,
129,
98,
113,
129,
98
],
[
40,
41,
39,
53,
36,
68
],
[
561,
607,
505,
405,
461,
307
],
[
7279,
4142,
3137,
7279,
4142,
3137
],
[
90.13441,
90.13441,
248.63441,
90.13441,
90.13441,
248.63441
],
[
13,
6,
9,
13,
6,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-718131,
-286545,
-574700,
-173702,
-575675,
754483
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7529,
"evaluation_days": 1882.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602482400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760022813053,
"expiration_time": 1764889992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 5,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 236,
"offset": 0,
"a": 0.22727
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|